21531

What to expect in 2016?

Solvency II comes into force today, but it will take a long time before firms enter a business-as-usual environment

21461

Solvency II spreads its tentacles

Solvency II took longer than expected to be implemented in Europe, but what effect has that had on other risk-based capital initiatives across the globe? Asa Gibson reports

21251

ESRB's Mazzaferro: "We want to counter the narrative that insurers are not systemic"

ESRB's head of secretariat makes the case for a countercyclical capital requirement and a liquidity requirement for insurers. Hugo Coelho reports

21141

Living up to the promise of internal models

Supervisory approval is not the end of the Solvency II internal model process. From 1 January, models are for insurers to leverage and for insurers to lose. Hugo Coelho and Christopher Cundy report

20941

Life insurers stuck with the riddle of the risk margin

Of all the innovations of Solvency II, the risk margin threatens to be the most painful for UK life insurers. The transitional benefit will provide relief against it on 1 January, but in the long run it may do more harm than good. Hugo Coelho reports

20661

Are the numbers up for operational risk modelling?

The internal model application process and developments in the banking world have posed more questions about the merits of modelling operational risk under Solvency II. Asa Gibson reports

20131

Solvency II fuels risk of model convergence

The demands of regulatory approval are creating a lack of diversity in insurance models and driving an increase in systemic risk, according to a joint industry and academic study. Sarfraz Thind reports

20061

How a 100% SCR stopped being sufficient capital

Insurers are holding capital buffers larger than the minimum required under Solvency II, but is it the fault of the rules, the regulators or the market? Hugo Coelho reports

20021

AM Best shifts cat risk assessment in BCAR update

Interest rate risk and dependence on reinsurance are the other key changes to calculation of insurer credit ratings. Asa Gibson reports

18441

Not so much the 'own' risk and solvency assessment

From the size of the stresses to the maximum number of pages of the report, European regulators are becoming prescriptive about how insurers should go about developing ORSAs in preparation for Solvency II. Hugo Coelho reports